A Non-Parametric Test of Exogeneity

DOI10.1111/J.1467-937X.2007.00458.XzbMath1124.62027OpenAlexW1989305870MaRDI QIDQ5427681

Richard Blundell, Joel L. Horowitz

Publication date: 21 November 2007

Published in: Review of Economic Studies (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-937x.2007.00458.x

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Consumer behavior, demand theory (91B42)

Related Items (14)

Tests of additional conditional moment restrictions ⋮ CHARACTERISTIC FUNCTION BASED TESTING FOR CONDITIONAL INDEPENDENCE: A NONPARAMETRIC REGRESSION APPROACH ⋮ SPECIFICATION TESTING IN NONPARAMETRIC INSTRUMENTAL QUANTILE REGRESSION ⋮ A variable addition test for exogeneity in structural threshold models ⋮ Specification testing in random coefficient models ⋮ Adaptive nonparametric instrumental variables estimation: empirical choice of the regularization parameter ⋮ Optimal linear instrumental variables approximations ⋮ Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions: invariance and finite-sample distributional theory ⋮ IDENTIFICATION AND ESTIMATION BY PENALIZATION IN NONPARAMETRIC INSTRUMENTAL REGRESSION ⋮ Approximating the critical values of Cramér-von Mises tests in general parametric conditional specifications ⋮ ADAPTIVE ESTIMATION OF FUNCTIONALS IN NONPARAMETRIC INSTRUMENTAL REGRESSION ⋮ Tikhonov regularization for nonparametric instrumental variable estimators ⋮ TESTING A PARAMETRIC TRANSFORMATION MODEL VERSUS A NONPARAMETRIC ALTERNATIVE ⋮ Goodness-of-fit tests based on series estimators in nonparametric instrumental regression

This page was built for publication: A Non-Parametric Test of Exogeneity